+499.9%
DDOG vs RIG
-5.5%
+505.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.0% | +7.3% |
| 7D | +7.7% | -8.2% | +15.9% | +8.7% |
| 30D | -13.6% | -0.2% | -13.4% | -13.7% |
| 3M | -0.9% | -2.7% | +1.8% | -0.9% |
| 6M | +75.2% | -7.5% | +82.7% | +75.6% |
| YTD | +65.7% | +38.3% | +27.4% | +57.4% |
| 1Y | +60.4% | +81.8% | -21.5% | +46.8% |
| 3Y | +130.7% | -30.2% | +160.9% | +128.8% |
| 5Y | +59.9% | +59.9% | -0.1% | +40.7% |
| All | +499.9% | -5.5% | +505.4% | +400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling